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  • Search: subject:"arbitrage pricing"
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Year of publication
Subject
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Arbitrage Pricing 559 Arbitrage pricing 531 Theorie 377 Theory 359 Arbitrage 297 CAPM 117 Portfolio-Management 87 Portfolio selection 82 Zinsstruktur 82 Yield curve 78 Optionspreistheorie 71 Option pricing theory 65 Börsenkurs 60 Share price 57 Kapitaleinkommen 45 Capital income 44 Derivat 44 Derivative 44 Volatilität 40 Finanzmarkt 39 Risikoprämie 39 Risk premium 39 Volatility 39 Financial market 38 Schätzung 34 Estimation 33 Risiko 33 Stochastischer Prozess 33 Risk 32 Stochastic process 32 Hedging 26 arbitrage pricing theory 23 Liquidity 22 Liquidität 22 Unvollkommener Markt 18 Arbitrage Pricing Theory 17 Martingale 17 Welt 17 World 17 Incomplete market 16
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Online availability
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Free 619 CC license 13
Type of publication
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Book / Working Paper 552 Article 66 Other 1
Type of publication (narrower categories)
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Working Paper 201 Graue Literatur 175 Non-commercial literature 175 Arbeitspapier 170 Article in journal 55 Aufsatz in Zeitschrift 55 Hochschulschrift 8 Thesis 8 Article 7 Aufsatz im Buch 1 Aufsatzsammlung 1 Book section 1 Konferenzschrift 1
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Language
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English 585 Undetermined 26 German 4 French 2 Spanish 2
Author
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Platen, Eckhard 14 Pesaran, M. Hashem 11 Vayanos, Dimitri 11 Lepinette, Emmanuel 10 Rudebusch, Glenn D. 9 Connor, Gregory 8 Diebold, Francis X. 8 Christensen, Jens H. E. 7 Linton, Oliver 7 Björk, Tomas 6 Gromb, Denis 6 Kondor, Péter 6 Pagano, Marco 6 Beißner, Patrick 5 Dionne, Georges 5 Entorf, Horst 5 Jamin, Gösta 5 Lucas, André 5 Löffler, Andreas 5 Peeters, Bas 5 Poutré, Cédric 5 Smith, Ron 5 Chamberlain, Gary 4 Fardeau, Vincent 4 Hagmann, Matthias 4 Kamtchueng, Christian 4 Khan, M. Ali 4 Kovbasjuk, Sergej 4 Lehmann, Bruce N. 4 Lipinsky, Fabian 4 Malevergne, Yannick 4 Nietert, Bernhard 4 Niu, Linlin 4 Rothschild, Michael 4 Santa-Clara, Pedro 4 Schürger, Klaus 4 Sornette, Didier 4 Sun, Yeneng 4 Wilhelm, Jochen 4 Yergeau, Gabriel 4
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Institution
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National Bureau of Economic Research 19 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 International Monetary Fund (IMF) 4 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 3 HAL 3 London School of Economics (LSE) 3 Bonn Graduate School of Economics 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Economic Research Southern Africa (ERSA) 2 Ekonomiska forskningsinstitutet <Stockholm> 2 Faculty of Economics, University of Cambridge 2 Johns Hopkins University / Department of Economics 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 University of Cambridge / Department of Applied Economics 2 Agricultural and Applied Economics Association - AAEA 1 Banca d'Italia 1 CESifo 1 Centre for International Economic Studies 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Ekonomski Institut Zagreb 1 Finance Discipline Group, Business School 1 International Center for Financial Asset Management and Engineering 1 Manchester Business School 1 McMaster University / Department of Economics 1 School of Economics and Management, University of Aarhus 1 Tinbergen Institute 1 Tinbergen Instituut 1 University of Cambridge / Faculty of Economics 1 University of Warwick / Department of Economics 1 Universität Hannover / Wirtschaftswissenschaftliche Fakultät 1 Université Paris-Dauphine (Paris IX) 1 Universiṭat Bar-Ilan / Department of Economics 1
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Published in...
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NBER working paper series 18 NBER Working Paper 13 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 12 Research paper series / Swiss Finance Institute 11 CESifo Working Paper 7 CESifo working papers 7 Risks : open access journal 7 IMF Working Papers 5 Journal of risk and financial management : JRFM 5 MPRA Paper 5 Research paper / Quantitative Finance Research Group, University of Technology Sydney 5 SSE/EFI Working Paper Series in Economics and Finance 5 Swiss Finance Institute Research Paper 5 Warwick economic research papers 5 Working Paper 5 Working paper / National Bureau of Economic Research, Inc. 5 Discussion paper / LSE Financial Markets Group 4 Mathematics and financial economics 4 SSE EFI working paper series in economics and finance 4 Working papers series / Federal Reserve Bank of San Francisco 4 Bonn Econ Discussion Papers / BGSE 3 Boston U. School of Management Research Paper 3 CFS working paper series 3 CORE discussion paper : DP 3 Discussion paper / Tinbergen Institute 3 Documents de travail du Centre d'Economie de la Sorbonne 3 ECB Working Paper 3 Finance and stochastics 3 LSE Research Online Documents on Economics 3 Passauer Diskussionspapiere 3 Staff reports / Federal Reserve Bank of New York 3 Working papers / Department of Economics, The Johns Hopkins University 3 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 3 Banque de France Working Paper 2 Bonn Econ Discussion Papers 2 CESifo Working Paper Series 2 CFS Working Paper 2 CIRANO Working Papers 2 CIRRELT 2 Cambridge Working Papers in Economics 2
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Source
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ECONIS (ZBW) 534 RePEc 40 EconStor 38 BASE 4 USB Cologne (business full texts) 3
Showing 1 - 10 of 619
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Bitcoin arbitrage and exchange default risk
Guo, Weiwei; Jahanshahloo, Hossein - In: Finance research letters 71 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015196494
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Wish or reality? : on the exploitability of triangular arbitrage in cryptocurrency markets
Muck, Matthias; Schmidl, Thomas; Wolf, Julian - In: Finance research letters 73 (2025), pp. 1-9
Persistent link: https://www.econbiz.de/10015210351
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Arbitrage networks
Rahi, Rohit; Zigrand, Jean-Pierre - 2025
Persistent link: https://www.econbiz.de/10015409210
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The impact of the last two presidential periods on the performance of the Indonesia stock exchanges : an approach of arbitrage pricing theory
Garnia, Erna; Nainggolan, Ida Margareta - In: Contemporary economics 18 (2024) 3, pp. 301-320
Stock Exchange (IDX) and the differences in their effects on the last two presidential terms using the Arbitrage Pricing …
Persistent link: https://www.econbiz.de/10015189610
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Microstructure implications of ETF arbitrage with custom baskets
Körükmez, Berke - 2024
Exchange-traded funds (ETFs) are typically considered to be passive investment vehicles designed to track a benchmark index. However, with the promulgation of the Securities and Exchange Commission's 2019 ETF Rule, funds are permitted the use of custom creation/redemption baskets. This change...
Persistent link: https://www.econbiz.de/10015168534
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Put-Call parities, absence of arbitrage opportunities, and nonlinear pricing rules
Bastianello, Lorenzo; Chateauneuf, Alain; Cornet, Bernard - In: Mathematical finance : an international journal of … 34 (2024) 4, pp. 1242-1262
Persistent link: https://www.econbiz.de/10015149385
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Arbitrage pricing in convex, cash-additive markets
Lécuyer, Emy; Riedel, Frank; Stanca, Lorenzo - 2024
We consider superhedging and no-arbitrage pricing in markets with a convex and cash-additive structure and derive an …
Persistent link: https://www.econbiz.de/10015076391
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Money-metric valuation of assets
Shah, Sudhir A. - 2024
Persistent link: https://www.econbiz.de/10014553243
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Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean; Dowd, Kevin; Hulley, Hardy - In: Finance and stochastics 28 (2024) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
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Cross-section without factors : a string model for expected returns
Distaso, Walter; Mele, Antonio; Vilkov, Grigory - In: Quantitative finance 24 (2024) 6, pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
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